| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 248751.4741 | 341708.8932 | -92957.4191 | -72944.4289 | 556827.745 | -629772.1739 |
| Total P&L (%) | 248.7515 | 341.7089 | -92.9574 | -72.9444 | 556.8277 | -629.7722 |
| Avg Daily Profit (%) | 0.1537 | 0.2112 | -0.0575 | -0.0808 | 0.1164 | 0 |
| Buy And Hold Return (%) | 25.9953 | 25.9953 | 25.9953 | 25.9953 | 25.9953 | 25.9953 |
| Max Trade Drawdown | -230261 | -210154 | -107213 | -1630704 | -1102861 | -693134 |
| Profit Factor | 1.4078 | 1.7589 | 0.4181 | 0.9742 | 1.268 | 0.1564 |
| Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
| Winning Trades | 39 | 23 | 16 | 39 | 23 | 16 |
| Losing Trades | 50 | 21 | 29 | 50 | 21 | 29 |
| Profitability (%) | 43.8202 | 52.2727 | 35.5556 | 43.8202 | 52.2727 | 35.5556 |
| Ratio Avg Win / Avg Loss | 1.8049 | 1.606 | 0.7578 | 1.2489 | 1.1577 | 0.2834 |
| Largest Winning Trade | 109194 | 109194 | 23177 | 833781 | 833781 | 30711 |
| Largest Losing Trade | -69476 | -69476 | -18468 | -847200 | -847200 | -305494 |
| Avg Bars in Trades | 210 | 414 | 10 | 210 | 414 | 10 |
| Avg Bars in Winners | 182 | 301 | 12 | 182 | 301 | 12 |
| Avg Bars in Losers | 231 | 539 | 9 | 231 | 539 | 9 |
| Bars Traded | 18708 | 18242 | 466 | 18708 | 18242 | 466 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 248893 | 410572 | -586051 | -581277 | -36948 | -586051 |
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579946400000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759014572371,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 170,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 34,
"offset": 0
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
248751.4740610264,
341708.8931761573,
-92957.419115131,
-72944.4289407914,
556827.7450019545,
-629772.173942746
],
[
248.751474,
341.708893,
-92.957419,
-72.944429,
556.827745,
-629.772174
],
[
0.15374,
0.211192,
-0.057452,
-0.080763,
0.1164,
0
],
[
25.995316,
25.995316,
25.995316,
25.995316,
25.995316,
25.995316
],
[
-230261,
-210154,
-107213,
-1630704,
-1102861,
-693134
],
[
1.40779,
1.758939,
0.41812,
0.974171,
1.268009,
0.156366
],
[
89,
44,
45,
89,
44,
45
],
[
39,
23,
16,
39,
23,
16
],
[
50,
21,
29,
50,
21,
29
],
[
43.820225,
52.272727,
35.555556,
43.820225,
52.272727,
35.555556
],
[
1.804859,
1.605988,
0.757842,
1.248937,
1.157747,
0.283414
],
[
109194,
109194,
23177,
833781,
833781,
30711
],
[
-69476,
-69476,
-18468,
-847200,
-847200,
-305494
],
[
210,
414,
10,
210,
414,
10
],
[
182,
301,
12,
182,
301,
12
],
[
231,
539,
9,
231,
539,
9
],
[
18708,
18242,
466,
18708,
18242,
466
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
248893,
410572,
-586051,
-581277,
-36948,
-586051
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579946400000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759014572371,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 170,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 34,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|